| Metric | btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 43,143.85% | 13.15% |
| Max Drawdown | -1088.33% | -30.93% |
| Sharpe | -4.04 | 0.16 |
| Sortino | -3.98 | 0.23 |
| Payoff Ratio | 5.42 | 1.35 |
| Profit Factor | 0.06 | 1.03 |
| Common Sense Ratio | 0.0 | 1.01 |
| CPC Index | 0.11 | 0.58 |
| Tail Ratio | 0.01 | 0.98 |
| Outlier Win Ratio | 10.54 | 71.18 |
| Outlier Loss Ratio | 0.46 | 145.86 |
| Volatility (ann.) | 6194.0% | 10.37% |
| R^2 | 0.0 | 0.0 |
| Calmar | -1.0 | 1.01 |
| Skew | -24.16 | -0.1 |
| Kurtosis | 877.43 | 12.52 |
| Expected Daily % | -100.0% | 0.0% |
| Expected Monthly % | -100.0% | 2.08% |
| Expected Yearly % | -100.0% | 13.15% |
| Kelly Criterion | -78.53% | 6.58% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -230.07% | -0.89% |
| Expected Shortfall (cVaR) | -7376.14% | -0.89% |
| Year | BTCUSD | btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | Multiplier | Won |
|---|---|---|---|---|
| 2025 | 13.15 | 43143.85 | 3280.84 | + |
| Metric | btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| MTD | 5.66% | 1.87% |
| 3M | 46.53% | 26.37% |
| 6M | 43143.85% | 13.15% |
| YTD | 43143.85% | 13.15% |
| 1Y | 43143.85% | 13.15% |
| 3Y (ann.) | -100.0% | 31.21% |
| 5Y (ann.) | -100.0% | 31.21% |
| Metric | btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Max Drawdown | -1088.33% | -30.93% |
| Longest DD Days | 65.0 | 121.0 |
| Avg. Drawdown | -45.26% | -2.75% |
| Avg. Drawdown Days | 4.0 | 6.0 |
| Recovery Factor | -1.0 | 0.43 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-01 | 2025-01-07 | -1088.33 | 6 |
| 2025-01-12 | 2025-01-31 | -154.60 | 19 |
| 2025-01-09 | 2025-01-11 | -27.29 | 2 |
| 2025-04-09 | 2025-06-13 | -16.72 | 65 |
| 2025-02-03 | 2025-02-04 | -15.58 | 0 |
| 2025-02-28 | 2025-03-04 | -12.24 | 3 |
| 2025-03-04 | 2025-03-09 | -10.94 | 5 |
| 2025-02-07 | 2025-02-09 | -7.99 | 2 |
| 2025-03-14 | 2025-03-28 | -7.25 | 14 |
| 2025-02-10 | 2025-02-11 | -6.13 | 1 |
| Metric | btcusd_div_2.0_tpm:0.005__tp__tep:0.75_ | BTCUSD |
|---|---|---|
| Best Day | 605.6% | 5.11% |
| Worst Day | -5282.57% | -4.9% |
| Best Week | -100.0% | 12.13% |
| Worst Week | -100.0% | -12.33% |
| Best Month | -100.0% | 14.11% |
| Worst Month | -100.0% | -17.69% |
| Best Year | -100.0% | 13.15% |
| Worst Year | -100.0% | 13.15% |
| Avg. Up Day | 34.6% | 0.47% |
| Avg. Down Day | -80.06% | -0.38% |
| Avg. Up Week | NaN% | NaN% |
| Avg. Down Week | -100.0% | -3.64% |
| Avg. Up Month | NaN% | NaN% |
| Avg. Down Month | -100.0% | -9.89% |
| Win Days % | 17.16% | 50.49% |
| Win Month % | 0.0% | 66.67% |
| Win Week % | 0.0% | 64.0% |
| Win Quarter % | 0.0% | 50.0% |
| Win Year % | 0.0% | 100.0% |